+281.7%
GDXJ vs TW
+20.3%
+261.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -4.0% |
| 7D | -6.2% | -2.7% | -3.5% | -6.0% |
| 30D | +4.6% | -1.7% | +6.4% | +4.7% |
| 3M | +31.3% | +1.6% | +29.7% | +30.6% |
| 6M | -10.7% | -17.7% | +7.0% | -8.0% |
| YTD | +9.1% | -4.3% | +13.4% | +8.5% |
| 1Y | +44.1% | -13.1% | +57.2% | +47.2% |
| All | +281.7% | +20.3% | +261.4% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling